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Strategy Settings
+58.17M% |
0.64% | |
21.23% | |
Drawdown: | 22.68% |
Balance: | $58,168,005.33 |
Highest: | (Jun 29) $58,331,505.33 |
Profit: | $58,167,905.16 |
Deposits: | $100.00 |
Test Started: | Oct 30, 2009 |
Test Ended: | Jun 29, 2015 |
Timeframe: | 1 Day |
Model Type: | Open Prices |
Added: | Jun 30, 2015 at 11:50 |
Trades: | 4,225 |
Profitability: |
|
Pips: | 72,501.6 |
Average Win: | 55.47 pips / $45,740.41 |
Average Loss: | -12.05 pips / -$10,615.59 |
Lots: | 364,420.26 |
Commissions: | 0 |
Longs Won: | (952/2,128) 44% |
Shorts Won: | (876/2,097) 41% |
Best Trade ($): | (Oct 31) 268,100.00 |
Worst Trade ($): | (Jun 29) -54,500.00 |
Best Trade (Pips): | (Jul 05) 301.2 |
Worst Trade (Pips): | (Jun 29) -54.5 |
Avg. Trade Length: | 1d |
Profit Factor: | 3.29 |
Standard Deviation: | $42,065.59 |
Sharpe Ratio | 0.19 |
Z-Score (Probability): | -39.17 (99.99%) |
Expectancy | 17.2 Pips / $13,767.55 |
AHPR: | 0.33% |
GHPR: | 0.31% |
Loss Size | 100% | 90% | 80% | 70% | 60% | 50% | 40% | 30% | 20% | 10% |
Probability of Loss | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% | <0.01% |
Consecutive Losing Trades | 5495 | 4945 | 4396 | 3846 | 3297 | 2747 | 2198 | 1648 | 1099 | 549 |
Trading Activity (4225)
Open Date | Close date | Symbol | Action | Lots | SL | TP | Open Price | Close Price | Pips | Profit | Duration | Change |
---|---|---|---|---|---|---|---|---|---|---|---|---|
06.29.2015 23:59 | 06.29.2015 23:59 | EURUSD | Sell | 100.00 | 1.1 | 1.1 | 1.11822 | 1.12367 | -54.5 | -54,500.00 | 0s | -0.09% |
06.29.2015 00:00 | 06.29.2015 23:59 | EURUSD | Buy | 100.00 | 1.1 | 1.1 | 1.12091 | 1.11971 | -12.0 | -12,000.00 | 23h 59m | -0.02% |
06.29.2015 00:00 | 06.29.2015 23:59 | EURUSD | Sell | 100.00 | 1.1 | 1.1 | 1.11851 | 1.10086 | 176.5 | 176,500.00 | 23h 59m | 0.30% |
06.29.2015 00:00 | 06.29.2015 23:59 | EURUSD | Buy | 100.00 | 1.1 | 1.1 | 1.12091 | 1.11971 | -12.0 | -12,000.00 | 23h 59m | -0.02% |
06.29.2015 23:59 | 06.29.2015 23:59 | EURUSD | Buy | 100.00 | 1.1 | 1.1 | 1.12062 | 1.12349 | 28.7 | 28,700.00 | 0s | 0.05% |
06.29.2015 00:00 | 06.29.2015 23:59 | EURUSD | Buy | 100.00 | 1.1 | 1.1 | 1.12091 | 1.11971 | -12.0 | -12,000.00 | 23h 59m | -0.02% |
06.29.2015 23:59 | 06.29.2015 23:59 | EURUSD | Buy | 100.00 | 1.1 | 1.1 | 1.12062 | 1.12349 | 28.7 | 28,700.00 | 0s | 0.05% |
06.29.2015 00:00 | 06.29.2015 23:59 | EURUSD | Sell | 100.00 | 1.1 | 1.1 | 1.11851 | 1.10086 | 176.5 | 176,500.00 | 23h 59m | 0.30% |
06.29.2015 23:59 | 06.29.2015 23:59 | EURUSD | Buy | 100.00 | 1.1 | 1.1 | 1.12062 | 1.12349 | 28.7 | 28,700.00 | 0s | 0.05% |
06.29.2015 23:59 | 06.29.2015 23:59 | EURUSD | Sell | 100.00 | 1.1 | 1.1 | 1.11822 | 1.12367 | -54.5 | -54,500.00 | 0s | -0.09% |
06.29.2015 00:00 | 06.29.2015 23:59 | EURUSD | Sell | 100.00 | 1.1 | 1.1 | 1.11851 | 1.10086 | 176.5 | 176,500.00 | 23h 59m | 0.31% |
06.29.2015 23:59 | 06.29.2015 23:59 | EURUSD | Sell | 100.00 | 1.1 | 1.1 | 1.11822 | 1.12367 | -54.5 | -54,500.00 | 0s | -0.09% |
06.26.2015 00:00 | 06.29.2015 00:00 | EURUSD | Buy | 100.00 | 1.1 | 1.1 | 1.12278 | 1.12158 | -12.0 | -12,100.00 | 3d | -0.02% |
06.26.2015 00:00 | 06.29.2015 00:00 | EURUSD | Buy | 100.00 | 1.1 | 1.1 | 1.12278 | 1.12158 | -12.0 | -12,100.00 | 3d | -0.02% |
06.26.2015 00:00 | 06.29.2015 00:00 | EURUSD | Buy | 100.00 | 1.1 | 1.1 | 1.12278 | 1.12158 | -12.0 | -12,100.00 | 3d | -0.02% |
06.26.2015 00:00 | 06.29.2015 00:00 | EURUSD | Sell | 100.00 | 1.1 | 1.1 | 1.12038 | 1.12158 | -12.0 | -12,120.00 | 3d | -0.02% |
06.26.2015 00:00 | 06.29.2015 00:00 | EURUSD | Sell | 100.00 | 1.1 | 1.1 | 1.12038 | 1.12158 | -12.0 | -12,120.00 | 3d | -0.02% |
06.26.2015 00:00 | 06.29.2015 00:00 | EURUSD | Sell | 100.00 | 1.1 | 1.1 | 1.12038 | 1.12158 | -12.0 | -12,120.00 | 3d | -0.02% |
06.24.2015 00:00 | 06.25.2015 00:00 | EURUSD | Sell | 100.00 | 1.1 | 1.1 | 1.13312 | 1.11712 | 160.0 | 159,640.00 | 1d | 0.28% |
06.24.2015 00:00 | 06.25.2015 00:00 | EURUSD | Sell | 100.00 | 1.1 | 1.1 | 1.13312 | 1.11712 | 160.0 | 159,640.00 | 1d | 0.28% |
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